+129.8%
NOK vs AMT
+96.3%
+33.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +9.3% | +1.5% | +7.9% | +8.9% |
| 30D | +17.9% | +3.7% | +14.1% | +16.6% |
| 3M | -22.3% | -7.2% | -15.1% | -21.1% |
| 6M | +36.4% | -4.2% | +40.5% | +36.6% |
| YTD | +66.3% | +1.9% | +64.4% | +62.4% |
| 1Y | +134.4% | -6.4% | +140.8% | +134.6% |
| 3Y | +186.6% | +7.7% | +178.8% | +164.0% |
| 5Y | +102.7% | -30.9% | +133.6% | +117.8% |
| 10Y | +129.8% | +105.4% | +24.4% | +92.9% |
| All | +129.8% | +96.3% | +33.5% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling